Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47448.67 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46050.68 Kr¶

PnL: ---------------------------------------> -837.89 Kr¶

DD now: ---------------------------------> -2.429 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 17:05:58.143557'

Anic Portfolio¶

Today¶

Return: 0.293 %¶

This Week¶

Return: -0.969 %¶

Total¶

Return: 55.335 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.630000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 -0.050000 790.400000 117.400000 17.440000 673.000000
Nordea Bank Abp 29 0.720000 3508.420000 54.420000 1.580000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.570000 407.600000 52.600000 14.820000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
Corem Property Group B 59 2.860000 615.960000 38.960000 6.750000 576.999999
SAAB B 8 -0.860000 3413.600000 36.600000 1.080000 3377.000000
Resurs Holding 22 2.630000 609.400000 35.400000 6.170000 573.999998
Swedbank A 3 2.370000 589.500000 25.500000 4.520000 564.000000
Boozt 12 0.290000 1676.400000 22.400000 1.350000 1653.999996
AcadeMedia 12 0.000000 578.640000 21.640000 3.890000 557.000004
Intrum 4 0.440000 547.200000 20.200000 3.830000 527.000000
Securitas B 6 2.000000 587.640000 17.640000 3.090000 570.000000
OEM International B 7 -0.130000 545.300000 17.300000 3.280000 527.999997
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 4.090000 256.800000 10.800000 4.390000 246.000000
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 0.750000 539.600000 7.600000 1.430000 532.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.050000 540.250000 -5.750000 -1.050000 546.000000
Midsona B 63 -0.670000 564.480000 -18.520000 -3.180000 582.999984
International Petroleum Corp. 5 3.800000 573.000000 -21.570000 -3.630000 594.565215
CTEK 13 -4.240000 508.170000 -25.830000 -4.840000 533.999999
Essity B 2 -2.880000 533.400000 -40.600000 -7.070000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.370000 1072.000000 -77.000000 -6.700000 1149.000000
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.110000 2771.600000 -199.400000 -6.710000 2971.000006
OX2 18 1.840000 1444.500000 -219.500000 -13.190000 1663.999992
Axfood 13 0.190000 3474.900000 -281.100000 -7.480000 3756.000001
Ovzon 52 -0.750000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46050.680000 -837.890000 -2.429% 46888.564618

Updated:¶

'2023-01-27 17:06:11.567900'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶